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SWBI vs. RGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SWBI and RGR is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SWBI vs. RGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith & Wesson Brands, Inc. (SWBI) and Sturm, Ruger & Company, Inc. (RGR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
902.96%
SWBI
RGR

Key characteristics

Sharpe Ratio

SWBI:

-0.47

RGR:

-0.91

Sortino Ratio

SWBI:

-0.45

RGR:

-1.17

Omega Ratio

SWBI:

0.93

RGR:

0.85

Calmar Ratio

SWBI:

-0.22

RGR:

-0.39

Martin Ratio

SWBI:

-1.28

RGR:

-1.88

Ulcer Index

SWBI:

17.42%

RGR:

10.88%

Daily Std Dev

SWBI:

47.78%

RGR:

22.58%

Max Drawdown

SWBI:

-100.00%

RGR:

-79.69%

Current Drawdown

SWBI:

-100.00%

RGR:

-53.00%

Fundamentals

Market Cap

SWBI:

$483.59M

RGR:

$607.99M

EPS

SWBI:

$0.78

RGR:

$1.73

PE Ratio

SWBI:

14.09

RGR:

20.93

Total Revenue (TTM)

SWBI:

$514.64M

RGR:

$520.49M

Gross Profit (TTM)

SWBI:

$158.31M

RGR:

$113.49M

EBITDA (TTM)

SWBI:

$73.45M

RGR:

$55.96M

Returns By Period

In the year-to-date period, SWBI achieves a -23.08% return, which is significantly lower than RGR's -21.90% return. Both investments have delivered pretty close results over the past 10 years, with SWBI having a 3.95% annualized return and RGR not far behind at 3.93%.


SWBI

YTD

-23.08%

1M

-23.29%

6M

-27.50%

1Y

-23.37%

5Y*

10.05%

10Y*

3.95%

RGR

YTD

-21.90%

1M

-6.53%

6M

-13.80%

1Y

-21.32%

5Y*

-0.14%

10Y*

3.93%

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Risk-Adjusted Performance

SWBI vs. RGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) and Sturm, Ruger & Company, Inc. (RGR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SWBI, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.47-0.91
The chart of Sortino ratio for SWBI, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.45-1.17
The chart of Omega ratio for SWBI, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.85
The chart of Calmar ratio for SWBI, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.39
The chart of Martin ratio for SWBI, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.28-1.88
SWBI
RGR

The current SWBI Sharpe Ratio is -0.47, which is higher than the RGR Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SWBI and RGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.47
-0.91
SWBI
RGR

Dividends

SWBI vs. RGR - Dividend Comparison

SWBI's dividend yield for the trailing twelve months is around 5.08%, more than RGR's 1.98% yield.


TTM20232022202120202019201820172016201520142013
SWBI
Smith & Wesson Brands, Inc.
5.08%3.39%4.38%1.63%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RGR
Sturm, Ruger & Company, Inc.
1.98%2.79%14.66%4.94%10.00%1.74%2.07%2.44%3.28%1.85%4.68%2.91%

Drawdowns

SWBI vs. RGR - Drawdown Comparison

The maximum SWBI drawdown since its inception was -100.00%, which is greater than RGR's maximum drawdown of -79.69%. Use the drawdown chart below to compare losses from any high point for SWBI and RGR. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-53.00%
SWBI
RGR

Volatility

SWBI vs. RGR - Volatility Comparison

Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 24.71% compared to Sturm, Ruger & Company, Inc. (RGR) at 6.67%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than RGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.71%
6.67%
SWBI
RGR

Financials

SWBI vs. RGR - Financials Comparison

This section allows you to compare key financial metrics between Smith & Wesson Brands, Inc. and Sturm, Ruger & Company, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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